Marginal distributions of self-similar processes with stationary increments

DOI10.1007/BF00532596zbMath0498.60060OpenAlexW2026625636MaRDI QIDQ3963803

Wim Vervaat, George L. O'Brien

Publication date: 1983

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00532596

zbMATH Keywords

concentration functionself-similar processesmarginal distributionstailsstationary incrementscontinuity of distribution functions

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Special processes (60K99) Stochastic processes (60G99)

Related Items (5)

Distributions of selfsimilar and semi-selfsimilar processes with independent increments ⋮ On discrete-time self-similar processes with stationary increments ⋮ Stationary self-similar extremal processes ⋮ AN INTRODUCTION TO THE THEORY OF SELF-SIMILAR STOCHASTIC PROCESSES ⋮ Remembering Wim Vervaat

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• A limit theorem related to a new class of self similar processes
• Semi-Stable Stochastic Processes
• Semi-stable Markov processes. I

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